MRVL Options History — October 2018

In October 2018, MRVL traded between $15.34 and $19.55. ATM implied volatility averaged 41.1%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 4.3% (HV 20d: 36.9%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.05.

Notable Days

  • 2018-10-02: Highest Volume — 42,151 contracts
  • 2018-10-26: Largest IV spike — 14.2% change
  • 2018-10-29: Highest IV Rank — 73.6%
  • 2018-10-29: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.88$15.34$19.55$19.22$16.50
Max Pain$19.48$18.00$20.00$19.00$18.00
ATM IV41.1%34.0%53.9%34.0%48.8%
Expected Move11.9%10.3%14.9%10.9%12.7%
HV 20d36.9%27.0%51.0%31.1%51.0%
HV 60d31.0%26.6%36.9%29.6%36.9%
IV Rank42.6%25.4%73.6%25.4%61.2%
IV Percentile77.8%44.0%98.8%44.0%97.2%
Term Structure0.0%-3.4%4.2%-0.4%-1.4%
VWIV41.4%35.6%50.8%38.4%44.0%
Skew 25d3.8%0.4%24.3%0.4%3.5%
Skew 10d6.6%1.7%22.0%3.9%15.8%
Call IV 25d40.0%33.3%50.7%33.9%47.0%
Put IV 25d43.8%34.3%75.0%34.3%50.5%
Bid-Ask Spread %5.043.098.125.844.13
Gamma HHI0.170.120.230.170.23
Net GEX3.7M-419.9K8.8M6.9M-384.6K
Net DEX-32.8M-131.3M57.9M-99.6M26.3M
Net VEX-689.5K-858.8K-438.8K-798.4K-549.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.293.871.690.39
Total Volume19,244.39111,17742,15113,94615,321
Total OI272,934.304242,952305,385265,465248,320

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$19.22$19.0034.0%10.9%31.1%25.4%38.4%0.4%-0.4%6.9M-99.6M-798.4K1.695.845,1898,757193,09672,369
2018-10-02$19.34$19.0034.3%10.9%30.9%25.9%38.2%2.0%-1.2%7.2M-102.7M-790.5K0.296.3732,7549,397192,18271,342
2018-10-03$19.55$19.0034.9%11.3%30.8%27.4%39.7%2.2%-0.7%7.9M-131.3M-858.8K0.304.8429,5108,989203,95766,810
2018-10-04$19.25$20.0035.9%10.3%27.0%29.8%35.6%1.5%-0.5%8.2M-117.0M-852.7K0.955.919,2868,792209,58167,066
2018-10-05$18.57$20.0036.9%10.4%29.7%32.4%36.3%2.2%-0.9%5.6M-65.5M-787.8K0.773.549,5447,335207,48267,125
2018-10-08$18.39$20.0037.5%10.9%28.0%33.7%36.8%2.7%0.6%5.1M-56.7M-756.1K0.534.148,1964,356204,62267,501
2018-10-09$18.57$20.0038.6%11.0%28.1%36.6%38.1%3.3%-0.4%5.7M-71.5M-779.7K0.334.3612,7484,219207,59467,537
2018-10-10$17.41$20.0041.9%12.1%35.4%44.4%41.5%2.5%0.0%3.2M-12.2M-665.3K0.554.8110,0395,541214,22768,401
2018-10-11$17.65$20.0043.2%12.2%35.7%47.7%42.7%2.9%-0.9%3.5M-22.1M-681.0K0.616.176,9234,254216,73768,683
2018-10-12$17.99$20.0040.7%11.4%35.0%41.5%41.5%3.8%-1.4%4.9M-40.6M-699.4K3.876.807,55429,244217,46368,740
2018-10-15$18.23$20.0040.4%11.5%33.5%40.8%40.3%2.5%-1.3%4.6M-42.7M-749.4K0.775.877,5995,871214,05590,283
2018-10-16$19.01$20.0038.9%11.1%36.3%37.2%39.3%3.6%-1.3%8.1M-95.9M-798.5K0.375.0811,8174,323214,56090,795
2018-10-17$18.92$20.0037.9%10.9%36.1%34.7%38.2%3.0%-0.3%8.8M-84.8M-778.5K0.383.3721,2898,017212,67791,077
2018-10-18$18.15$20.0039.6%11.3%38.3%38.8%40.1%3.3%0.8%2.1M-19.8M-721.2K1.853.095,2109,628210,52894,857
2018-10-19$17.83$20.0039.2%11.3%38.7%37.9%40.2%3.6%-0.2%1.4M7.5M-668.2K1.653.335,1188,449210,97994,056
2018-10-22$17.98$20.0038.8%11.2%38.8%37.0%39.2%2.1%3.6%1.6M-16.6M-664.5K0.885.619,1157,980160,52283,639
2018-10-23$17.64$19.0041.5%12.0%39.2%43.6%41.8%3.8%1.7%1.2M-4.5M-651.7K1.253.916,9278,674165,33384,519
2018-10-24$16.92$19.0044.0%13.1%41.6%49.6%45.9%3.9%4.2%515.8K19.1M-601.5K0.995.588,1768,069169,65285,005
2018-10-25$16.89$19.0043.7%12.9%41.2%48.8%45.5%1.2%2.1%233.1K19.2M-583.0K1.213.656,9688,399172,55383,628
2018-10-26$15.74$19.0049.8%14.8%45.7%63.8%49.7%2.9%3.9%-419.9K55.9M-478.9K1.855.588,66916,012173,70586,330
2018-10-29$15.34$19.0053.9%14.9%45.9%73.6%50.8%24.3%-3.4%-395.0K57.9M-438.8K1.548.125,3288,202157,36285,590
2018-10-30$16.06$18.0051.9%13.9%49.8%68.7%49.2%6.6%-2.2%-355.8K42.4M-504.3K1.075.907,1567,677159,12385,826
2018-10-31$16.50$18.0048.8%12.7%51.0%61.2%44.0%3.5%-1.4%-384.6K26.3M-549.9K0.394.1311,0364,285162,19186,129